+19.0%
MSCI vs RBA
-2.0%
+21.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.1% |
| 7D | +11.5% | +12.7% | -1.2% | +9.7% |
| 30D | +22.1% | +15.5% | +6.5% | +19.8% |
| 3M | +18.4% | -14.0% | +32.5% | +18.7% |
| 6M | +16.6% | -8.8% | +25.5% | +16.0% |
| YTD | +18.8% | -6.9% | +25.8% | +13.5% |
| 1Y | +19.0% | -3.0% | +22.0% | +13.0% |
| All | +19.0% | -2.0% | +21.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling